Anic Equity¶

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Total return since start: 0.561 %¶

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Equity now: -----------------------------> 47670.39 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46275.43 Kr¶

PnL: ---------------------------------------> -613.14 Kr¶

DD now: ---------------------------------> -1.973 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 13:37:53.363629'

Anic Portfolio¶

Today¶

Return: -0.653 %¶

This Week¶

Return: -0.506 %¶

Total¶

Return: 56.061 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -1.940000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -2.340000 2772.000000 136.000000 5.160000 2636.000010
Corem Property Group B 59 -1.580000 623.040000 46.040000 7.980000 576.999999
MedCap 2 -0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 -0.760000 597.840000 40.840000 7.330000 557.000004
HMS Networks 2 -0.670000 712.400000 39.400000 5.850000 673.000000
Resurs Holding 22 0.690000 607.860000 33.860000 5.900000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.270000 388.000000 33.000000 9.300000 355.000000
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
FM Mattsson Mora Group B 50 -0.340000 2950.000000 23.000000 0.790000 2927.000000
Intrum 4 -0.400000 544.200000 17.200000 3.260000 527.000000
Swedbank A 3 2.110000 580.500000 16.500000 2.930000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.660000 583.800000 13.800000 2.420000 570.000000
Eastnine 4 -0.940000 504.000000 13.000000 2.650000 491.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.660000 543.200000 11.200000 2.110000 532.000000
Nordea Bank Abp 29 0.570000 3463.760000 9.760000 0.280000 3453.999992
Norva24 Group 16 -2.270000 552.000000 9.000000 1.660000 543.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
SAAB B 8 -0.630000 3381.600000 4.600000 0.140000 3377.000000
Samhällsbyggnadsbo. i Norden D 12 -0.480000 247.680000 1.680000 0.680000 246.000000
Handelsbanken A 5 0.230000 547.250000 1.250000 0.230000 546.000000
Creaspac SPAC 6 -0.310000 574.800000 -2.200000 -0.380000 577.000002
CTEK 13 -1.410000 529.100000 -4.900000 -0.920000 533.999999
Midsona B 63 -0.330000 567.630000 -15.370000 -2.640000 582.999984
Essity B 2 -1.170000 556.600000 -17.400000 -3.030000 574.000000
International Petroleum Corp. 5 -2.090000 563.000000 -31.570000 -5.310000 594.565215
Essity A 4 -1.410000 1116.000000 -33.000000 -2.870000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -2.530000 537.620000 -75.380000 -12.300000 612.999432
Axfood 13 -0.780000 3632.200000 -123.800000 -3.300000 3756.000001
Fasadgruppen Group 35 2.100000 3570.000000 -241.000000 -6.320000 3810.999990
OX2 18 -1.310000 1421.100000 -242.900000 -14.600000 1663.999992
Ovzon 52 -1.960000 2854.800000 -507.200000 -15.090000 3361.999992
TOTAL 46275.430000 -613.140000 -1.97307% 46888.564618

Updated:¶

'2023-01-24 13:38:06.064181'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶